Bayesian Filtering Library
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Class representing a mixture of PDFs, the mixture can contain different. More...
#include <mixture.h>
Public Member Functions | |
Mixture (const unsigned int dimension=0) | |
Constructor: An equal weight is set for all components. More... | |
template<typename U > | |
Mixture (const U &componentVector) | |
Constructor: An equal weights is set for all components. More... | |
Mixture (const Mixture &my_mixture) | |
Copy Constructor. | |
virtual | ~Mixture () |
Destructor. | |
virtual Mixture * | Clone () const |
Clone function. | |
unsigned int | NumComponentsGet () const |
Get the number of components. | |
Probability | ProbabilityGet (const T &state) const |
Implementation of virtual base class method. | |
bool | SampleFrom (vector< Sample< T > > &list_samples, const unsigned int num_samples, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
bool | SampleFrom (Sample< T > &one_sample, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
T | ExpectedValueGet () const |
Get the expected value E[x] of the pdf. More... | |
MatrixWrapper::SymmetricMatrix | CovarianceGet () const |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf. More... | |
vector< Probability > | WeightsGet () const |
Get all component weights. | |
Probability | WeightGet (unsigned int componentNumber) const |
Get the component weight of component "componentNumber". More... | |
bool | WeightsSet (vector< Probability > &weights) |
Set all component weights. More... | |
bool | WeightSet (unsigned int componentNumber, Probability w) |
Function to change/set the weigth of a single component. More... | |
int | MostProbableComponentGet () const |
Get the index of the most probable component, if a few component are. | |
bool | AddComponent (Pdf< T > &pdf) |
Add a component pdf: THIS IS A NON-REALTIME OPERATION. More... | |
bool | AddComponent (Pdf< T > &pdf, Probability w) |
Add a component pdf with weight w: THIS IS A NON-REALTIME OPERATION. More... | |
bool | DeleteComponent (unsigned int componentNumber) |
Delete a component pdf: THIS IS A NON_REALTIME OPERATION. More... | |
vector< Pdf< T > * > | ComponentsGet () const |
Get the vector of pointers to the component pdfs. | |
Pdf< T > * | ComponentGet (unsigned int componentNumber) const |
Get the pointer to the component pdf of component "componentNumber". More... | |
virtual bool | SampleFrom (vector< Sample< T > > &list_samples, const unsigned int num_samples, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
Draw multiple samples from the Pdf (overloaded) More... | |
virtual bool | SampleFrom (Sample< T > &one_sample, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
Draw 1 sample from the Pdf: More... | |
unsigned int | DimensionGet () const |
Get the dimension of the argument. More... | |
virtual void | DimensionSet (unsigned int dim) |
Set the dimension of the argument. More... | |
Protected Member Functions | |
bool | NormalizeWeights () |
Normalize the component weigths (eg. after setting a component weight) | |
bool | CumWeightsUpdate () |
Updates the cumWeights. | |
void | TestNotInit () const |
Called when a the number of components=0 and if method is called which. | |
Protected Attributes | |
unsigned int | _numComponents |
The number of components. | |
vector< Probability > * | _componentWeights |
Pointer to the vector of mixture weights, the sum of the elements = 1. | |
vector< Pdf< T > * > * | _componentPdfs |
Pointer to the vector of component pdfs. | |
vector< double > | _cumWeights |
Vector containing the cumulative component weights (for efficient sampling) | |
Class representing a mixture of PDFs, the mixture can contain different.
This class is an instantation from the template class Pdf, with added methods to get a set the individual components and mixture weights
Mixture | ( | const unsigned int | dimension = 0 | ) |
Constructor: An equal weight is set for all components.
dimension | the dimension of the state space |
Mixture | ( | const U & | componentVector | ) |
Constructor: An equal weights is set for all components.
componentVector | vector of components (Pdf<T>*) |
bool AddComponent | ( | Pdf< T > & | ) |
Add a component pdf: THIS IS A NON-REALTIME OPERATION.
Component pdf which will be added |
bool AddComponent | ( | Pdf< T > & | pdf, |
Probability | w | ||
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Add a component pdf with weight w: THIS IS A NON-REALTIME OPERATION.
Component pdf which will be added | |
weight | the weight of the new component |
Pdf<T>* ComponentGet | ( | unsigned int | componentNumber | ) | const |
Get the pointer to the component pdf of component "componentNumber".
componentNumber | number of the component (must be >=0 and <_numComponents) |
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virtual |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
Get first order statistic (Covariance) of this AnalyticPdf
Reimplemented from Pdf< T >.
bool DeleteComponent | ( | unsigned int | componentNumber | ) |
Delete a component pdf: THIS IS A NON_REALTIME OPERATION.
componentNumber | number of the component which will be deleted (must be >=0 and <_numComponents) |
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inlineinherited |
Get the dimension of the argument.
Definition at line 166 of file mixtureParticleFilter.h.
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virtualinherited |
Set the dimension of the argument.
dim | the dimension |
Reimplemented in Gaussian.
Definition at line 172 of file mixtureParticleFilter.h.
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virtual |
Get the expected value E[x] of the pdf.
Get low order statistic (Expected Value) of this AnalyticPdf
Reimplemented from Pdf< T >.
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virtualinherited |
Draw multiple samples from the Pdf (overloaded)
list_samples | list of samples that will contain result of sampling |
num_samples | Number of Samples to be drawn (iid) |
method | Sampling method to be used. Each sampling method is currently represented by an enum eg. SampleMthd::BOXMULLER |
args | Pointer to a struct representing extra sample arguments. "Sample Arguments" can be anything (the number of steps a gibbs-iterator should take, the interval width in MCMC, ... (or nothing), so it is hard to give a meaning to what exactly Sample Arguments should represent... |
Reimplemented in Mixture< T >, MCPdf< T >, and DiscretePdf.
Definition at line 179 of file mixtureParticleFilter.h.
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virtualinherited |
Draw 1 sample from the Pdf:
There's no need to create a list for only 1 sample!
one_sample | sample that will contain result of sampling |
method | Sampling method to be used. Each sampling method is currently represented by an enum, eg. SampleMthd::BOXMULLER |
args | Pointer to a struct representing extra sample arguments |
Reimplemented in Mixture< T >, MCPdf< T >, and DiscretePdf.
Definition at line 194 of file mixtureParticleFilter.h.
Probability WeightGet | ( | unsigned int | componentNumber | ) | const |
Get the component weight of component "componentNumber".
componentNumber | number of the component (must be >=0 and <_numComponents) |
bool WeightSet | ( | unsigned int | componentNumber, |
Probability | w | ||
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Function to change/set the weigth of a single component.
Changes the component weights such that AFTER normalization the weight of the component "componentNumber" is equal to the weight w
componentNumber | number of the component of which the weight will be set (must be >=0 and <_numComponents) |
w | Probability to which the weight of component "componentNumber" will be set (must be <= 1) |
bool WeightsSet | ( | vector< Probability > & | weights | ) |
Set all component weights.
@weights values vector<Probability> containing the new component weights . The sum of the probabilities of this list is not required to be one since the normalization is automatically carried out. The size of weights should be equal to the number of components